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arXiv · math/0511745

Occupation time fluctuations of an infinite variance branching system in large dimensions

Abstract

We prove limit theorems for rescaled occupation time fluctuations of a (d,alpha,beta)-branching particle system (particles moving in R^d according to a spherically symmetric alpha-stable Levy process, (1+beta)-branching, 0 alpha(1+beta)/beta. The fluctuation processes are continuous but their limits are stable processes with independent increments, which have jumps. The convergence is in the sense of finite-dimensional distributions, and also of space-time random fields (tightness does not hold in the usual Skorohod topology). The results are in sharp contrast with those for intermediate dimensions, alpha/beta < d < d(1+beta)/beta, where the limit process is continuous and has long range dependence (this case is studied by Bojdecki et al, 2005). The limit process is measure-valued for the critical dimension, and S'(R^d)-valued for large dimensions. We also raise some questions of interpretation of the different types of dimension-dependent results obtained in the present and previous papers in terms of properties of the particle system.

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BibTeXRIS

Tomasz Bojdecki, Luis G. Gorostiza, Anna Talarczyk. 2005-11-30. Occupation time fluctuations of an infinite variance branching system in large dimensions. https://doi.org/10.3150/07-bej5170

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